ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1070/IM1989v033n02ABEH000824zbMath0677.60057OpenAlexW2143083833MaRDI QIDQ3833360

Alexander Yu. Veretennikov

Publication date: 1989

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im1989v033n02abeh000824

zbMATH Keywords

Malliavin calculusaveraging principlecoupling methodexplicit estimates of the mixing ratestochastic differential equations under Hoermander type conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic calculus of variations and the Malliavin calculus (60H07)

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